Posts tagged differential equations
Reviewing the basics of matrices for differential equations

We’ll learn much more about matrices in Linear Algebra. For now, we just need a brief introduction to matrices (for some, this may be a review from Precalculus), since we’ll be using them extensively to solve systems of differential equations.

Read More
Using variation of parameters to solve a system of nonhomogeneous differential equations

If undetermined coefficients isn’t a viable method for solving a nonhomogeneous system of differential equations, we can always use the method of variation of parameters instead. Just like with undetermined coefficients, we have to start by finding the corresponding complementary solution, which is the general solution of the associated homogeneous equation.

Read More
Solving linear differential equations initial value problems

In the last lesson about linear differential equations, all the general solutions we found contained a constant of integration, C. But we’re often interested in finding a value for C in order to generate a particular solution for the differential equation. This applies to linear differential equations, but also to any other form of differential equation. The information we’ll need in order to find C is an initial condition, which is the value of the solution at a specific point.

Read More
Undetermined coefficients for solving nonhomogeneous systems of differential equations

The method of undetermined coefficients may work well when the entries of the vector F are constants, polynomials, exponentials, sines and cosines, or some combination of these. Our guesses for the particular solution will be similar to the kinds of guesses we used to solve second order nonhomogeneous equations, except that we’ll use vectors instead of constants.

Read More
Solving linear differential equations

To investigate first order differential equations, we’ll start by looking at equations given in a few very specific forms. The first of these is a first order linear differential equation. First order linear differential equations are equations given in the form dy/dx+P(x)y=Q(x).

Read More
Solving initial value problems with general forcing functions using a convolution integral

Convolution integrals are particularly useful for finding the general solution to a second order differential equation in the form ay''+by'+cy=g(t). Notice in this equation that the forcing function g(t) is not defined explicitly. Without a convolution integral, we wouldn’t be able to find the solution to this kind of differential equation, even given initial conditions.

Read More
Phase portraits for systems of differential equations with complex Eigenvalues

Now we want to look at the phase portraits of systems with complex Eigenvalues. The equilibrium of a system with complex Eigenvalues that have no real part is a stable center around which the trajectories revolve, without ever getting closer to or further from equilibrium. The equilibrium of a system with complex Eigenvalues with a positive real part is an unstable spiral that repels all trajectories. The equilibrium of a system with complex Eigenvalues with a negative real part is an asymptotically stable spiral that attracts all trajectories.

Read More
Classifying differential equations by order, linearity, and homogeneity

Whereas partial derivatives are indicated with the “partial symbol,” we never see this notation when we’re dealing with ordinary derivatives. That’s because an ordinary derivative is the derivative of a function in a single variable. Because there’s only one variable, there’s no need to indicate the partial derivative for one variable versus another.

Read More
Solving differential equation initial value problems with step functions as forcing functions

In general, to solve the initial value problem, we’ll follow these steps: 1. Make sure the forcing function is being shifted correctly, and identify the function being shifted. 2. Apply a Laplace transform to each part of the differential equation, substituting initial conditions to simplify. 3. Solve for Y(s). 4. Apply an inverse transform to find y(t).

Read More
How to find the solution to an exact differential equation

In order for a differential equation to be called an exact differential equation, it must be given in the form M(x,y)+N(x,y)(dy/dx)=0. To find the solution to an exact differential equation, we’ll 1) Verify that My=Nx to confirm the differential equation is exact, 2) Use Psi=int M(x,y) dx or Psi=int N(x,y) dy to find Psi(x,y), including a value for h(y) or h(x), and then 3) Set Psi(x,y)=c to get the implicit solution.

Read More
How to solve boundary value problems with distinct real roots

We already know how to solve an initial value problem for a second-order homogeneous differential equation. Boundary value problems are very similar, but differ in a few important ways: 1) Initial value problems will always have a solution; boundary value problems may not, 2) The initial conditions given in an initial value problem relate to the general solution and its derivative; the initial conditions in a boundary value problem both relate to the general solution, not its derivative, and 3) The initial conditions given in an initial value problem are both for values of x0=0; the initial conditions given in a boundary value problem are for x0=a and x0=b.

Read More
Undetermined coefficients for second-order nonhomogeneous equations

Undetermined coefficients is a method you can use to find the general solution to a second-order (or higher-order) nonhomogeneous differential equation. Remember that homogenous differential equations have a 0 on the right side, where nonhomogeneous differential equations have a non-zero function on the right side.

Read More
Second-order nonhomogeneous differential equations initial value problems

To solve an initial value problem for a second-order nonhomogeneous differential equation, we’ll follow a very specific set of steps. We first find the complementary solution, then the particular solution, putting them together to find the general solution. Then we differentiate the general solution, plug the given initial conditions into the general solution and its derivative to create a system of linear equations, and then use the initial conditions to solve that system for the constant coefficients. Finally, we’ll plug those constant coefficients back into the general solution.

Read More
Homogeneous differential equations initial value problems

We’ve already learned how to find the complementary solution of a second-order homogeneous differential equation, whether we have distinct real roots, equal real roots, or complex conjugate roots. Now we want to find the particular solution by using a set of initial conditions, along with the complementary solution, in order to find the particular solution.

Read More
How to solve linear differential equations initial value problems

We already know how to find the general solution to a linear differential equation. But this solution includes the ambiguous constant of integration C. If we want to find a specific value for C, and therefore a specific solution to the linear differential equation, then we’ll need an initial condition, like f(0)=a. Given this additional piece of information, we’ll be able to find a value for C and solve for the specific solution.

Read More
Using variation of parameters with a system of equations to find the particular solution

Like the method of undetermined coefficients, variation of parameters is a method you can use to find the general solution to a second-order (or higher-order) nonhomogeneous differential equation. Remember that homogenous differential equations have a 0 on the right side, where nonhomogeneous differential equations have a non-zero function on the right side.

Read More
Separable differential equations initial value problems

We already know how to separate variables in a separable differential equation in order to find a general solution to the differential equation. When we’re given a differential equation and an initial condition to go along with it, we’ll solve the differential equation the same way we would normally, by separating the variables and then integrating. The constant of integration C that’s left over from the integration is the value we’ll be able to solve for using the initial condition.

Read More
Solution to a nonhomogeneous equation using variation of parameters

Like the method of undetermined coefficients, variation of parameters is a method we can use to find the general solution to a second-order (or higher-order) nonhomogeneous differential equation. We’ll look at variation of parameters, as well as how to use Cramer’s rule with variation of parameters.

Read More
Using the definition of the Laplace transform

To find the Laplace transform of L using the definition of the Laplace transform, we’ll need to multiply f(t) by e^(-st), then integrate that product on the interval [0,infinity). This is the definition of the Laplace transform, such that the result is the Laplace transform of f(t), which we write as F(s).

Read More